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Towards Calibrating Financial Market Simulators with High-Frequency Data

Peng Yang Junji Ren Feng Wang Ke Tang

复杂系统建模与仿真（英文）2025，Vol.5Issue(4)：388-403,16.

复杂系统建模与仿真（英文）2025，Vol.5Issue(4)：388-403,16.DOI:10.23919/CSMS.2025.0002

Towards Calibrating Financial Market Simulators with High-Frequency Data

Peng Yang ¹Junji Ren ¹Feng Wang ²Ke Tang¹

作者信息

1. Guangdong Provincial Key Laboratory of Brain-inspired Intelligent Computation,Department of Computer Science and Engineering,Southern University of Science and Technology,Shenzhen 518055,China
2. School of Computer Science,Wuhan University,Wuhan 430072,China
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摘要

关键词

financial market simulation/black-box model calibration/multi-modal optimization/financial data synthesis/agent-based modeling

Key words

financial market simulation/black-box model calibration/multi-modal optimization/financial data synthesis/agent-based modeling

引用本文复制引用

Peng Yang,Junji Ren,Feng Wang,Ke Tang..Towards Calibrating Financial Market Simulators with High-Frequency Data[J].复杂系统建模与仿真（英文）,2025,5(4):388-403,16.

基金项目

This work was supported by the National Natural Science Foundation of China(Nos.62272210,62250710682,and 62331014). （Nos.62272210,62250710682,and 62331014）

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